where \(C\)  is constant with respect to \(\theta \)  (but depends on \(\lambda \) ). Equation (REF ) is strikingly simple, and amenable to many existing MCMC sampling methods for drawing samples of \(\theta \)  from \(\psi \) . In particular, there are highly efficient samplers such as Hamiltonian Monte Carlo (HMC) [1]} and variants such as the No-U-Turn Sampler [2]} which require only gradients of the unnormalized log density,
\(\nabla _\theta \log \psi (\theta ) = \frac{1}{2}\nabla _\theta \log |\mathcal {F}(\theta )| - \lambda \nabla _\theta {\rm KL}({\rm q}||{\rm p}) \, .\) 
